-26.9%
MOS vs MAS
+67.0%
-93.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +5.6% | +11.7% | +15.5% |
| 7D | +17.9% | +14.2% | +3.8% | +13.5% |
| 30D | +1.6% | +26.8% | -25.3% | -5.5% |
| 3M | -4.0% | +13.1% | -17.1% | -7.7% |
| 6M | -4.1% | +27.9% | -32.0% | -11.9% |
| YTD | -7.8% | +38.7% | -46.5% | -18.6% |
| 1Y | -15.6% | +40.4% | -56.0% | -25.8% |
| All | -26.9% | +67.0% | -93.9% | -42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling